+99.6%
DE vs TXG
-62.8%
+162.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.7% | -0.7% |
| 7D | -2.6% | +9.5% | -12.0% | -3.6% |
| 30D | +9.0% | +18.8% | -9.7% | +6.8% |
| 3M | +19.1% | +136.1% | -117.0% | +7.1% |
| 6M | +14.4% | +235.2% | -220.9% | -1.8% |
| YTD | +45.9% | +320.5% | -274.6% | +21.3% |
| 1Y | +43.6% | +425.2% | -381.6% | +15.0% |
| 3Y | +75.9% | +42.9% | +33.0% | +55.8% |
| All | +99.6% | -62.8% | +162.4% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling